+45.2%
NU vs EFV
+102.3%
-57.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.0% |
| 7D | -2.6% | -0.5% | -2.1% | -1.9% |
| 30D | +8.2% | 0.0% | +8.2% | +8.4% |
| 3M | +26.3% | +8.4% | +17.8% | +14.2% |
| 6M | +2.2% | +12.3% | -10.1% | -11.6% |
| YTD | -10.4% | +17.4% | -27.8% | -27.0% |
| 1Y | -3.0% | +27.1% | -30.1% | -28.6% |
| 3Y | +120.3% | +90.7% | +29.6% | -6.5% |
| All | +45.2% | +102.3% | -57.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling